Pages that link to "Item:Q2422728"
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The following pages link to On the martingale property in the rough Bergomi model (Q2422728):
Displaying 13 items.
- Strong convergence rates for Markovian representations of fractional processes (Q2033871) (← links)
- Asymptotics for volatility derivatives in multi-factor rough volatility models (Q2037765) (← links)
- Large and moderate deviations for stochastic Volterra systems (Q2137754) (← links)
- Precise asymptotics: robust stochastic volatility models (Q2240838) (← links)
- Volatility has to be rough (Q5014164) (← links)
- Rough volatility and CGMY jumps with a finite history and the Rough Heston model – small-time asymptotics in the regime (Q5014187) (← links)
- Pricing Options under Rough Volatility with Backward SPDEs (Q5065084) (← links)
- Log-Modulated Rough Stochastic Volatility Models (Q5162852) (← links)
- Deep Curve-Dependent PDEs for Affine Rough Volatility (Q6159075) (← links)
- Local volatility under rough volatility (Q6187367) (← links)
- Functional central limit theorems for rough volatility (Q6565557) (← links)
- Approximation rates for deep calibration of (rough) stochastic volatility models (Q6606848) (← links)
- Statistical inference for rough volatility: minimax theory (Q6621523) (← links)
